R-estimation of the parameters of a multiple regression model with measurement errors

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F12%3A10130896" target="_blank" >RIV/00216208:11320/12:10130896 - isvavai.cz</a>
Alternative codes found
RIV/46747885:24510/12:#0000717
Result on the web
<a href="http://dx.doi.org/10.1007/s00184-010-0328-2" target="_blank" >http://dx.doi.org/10.1007/s00184-010-0328-2</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s00184-010-0328-2" target="_blank" >10.1007/s00184-010-0328-2</a>

Result language
angličtina
Original language name
R-estimation of the parameters of a multiple regression model with measurement errors
Original language description
We consider the theory of R-estimation of the regression parameters of a multiple regression models with measurement errors. Using the standard linear rank statistics, R-estimators are defined and their asymptotic properties are studied as robust alternatives to the least squares estimator. This paper fills the gap of the rank theory for the estimation of regression parameters with measurement error models. Some simulation results are presented to show the effectiveness of the R-estimators.
Czech name
—
Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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